Design Issues for Generalized Linear Models: A Review

Generalized linear models (GLMs) have been used quite effectively in the modeling of a mean response under nonstandard conditions, where discrete as well as continuous data distributions can be accommodated. The choice of design for a GLM is a very important task in the development and building of an adequate model. However, one major problem that handicaps the construction of a GLM design is its dependence on the unknown parameters of the fitted model. Several approaches have been proposed in the past 25 years to solve this problem. These approaches, however, have provided only partial solutions that apply in only some special cases, and the problem, in general, remains largely unresolved. The purpose of this article is to focus attention on the aforementioned dependence problem. We provide a survey of various existing techniques dealing with the dependence problem. This survey includes discussions concerning locally optimal designs, sequential designs, Bayesian designs and the quantile dispersion graph approach for comparing designs for GLMs.Comment: Published at http://dx.doi.org/10.1214/088342306000000105 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Testing for lack of fit in blocked and split-plot response surface designs

Textbooks on response surface methodology emphasize the importance of lack-of-fit tests when fitting response surface models, and stress that, to be able to test for lack of fit, designed experiments should have replication and allow for pure-error estimation. In this paper, we show how to obtain pure-error estimates and how to carry out a lack-of-fit test when the experiment is not completely randomized, but a blocked experiment, a split-plot experiment, or any other multi-stratum experiment. Our approach to calculating pure-error estimates is based on residual maximum likelihood (REML) estimation of the variance components in a full treatment model. It generalizes the one suggested by Vining et al. (2005) in the sense that it works for a broader set of designs and for replicates other than center point replicates. Our lack-of-fit test also generalizes the test proposed by Khuri (1992) for data from blocked experiments because it exploits replicates other than center point replicates and works for split-plot and other multi-stratum designs as well. We provide analytical expressions for the test statistic and the corresponding degrees of freedom, and demonstrate how to perform the lack-of-fit test in the SAS procedure MIXED. We re-analyze several published data sets and discover a few instances in which the usual response surface model exhibits significant lack of fit

The D-optimal design of blocked and split-plot experiments with mixture components.

So far, the optimal design of blocked and split-plot experiments involving mixture components has received scant attention. In this paper, an easy method to construct efficient blocked mixture experiments in the presence of fixed and/or random blocks is presented. The method can be used when qualitative variables are involved in a mixture experiment as well. It is also shown that orthogonally blocked mixture experiments are highly inefficient compared to D-optimal designs. Finally, the design of a split-plot mixture experiment with process variables is discussed.Design; Fixed and random blocks; Minimum support design; Mixture experiment; Optimal; Optimal design; Orthogonal blocking; Process variables; Processes; Qualitative variables; Split-plot experiment; Variables;

Optimal designs for multivariable spline models

In this paper, we investigate optimal designs for multivariate additive spline regressionmodels. We assume that the knot locations are unknown, so must be estimated from thedata. In this situation, the Fisher information for the full parameter vector depends on theunknown knot locations, resulting in a non-linear design problem. We show that locally,Bayesian and maximin D-optimal designs can be found as the products of the optimaldesigns in one dimension. A similar result is proven for Q-optimality in the class of allproduct design

Practical inference from industrial split-plot designs.

Many industrial response surface experiments are deliberately not conducted in a completely randomized fashion. This is because some of the factors investigated in the experiment are hard to change. The resulting experimental design then is of the split-plot type and the observations in the experiment are in many cases correlated. A proper analysis of the experimental data therefore is a mixed model analysis involving generalized least squares estimation. Many people, however, analyze the data as if the experiment was completely randomized, and estimate the model using ordinary least squares. The purpose of the present paper is to quantify the differences in conclusions reached from the two methods of analysis and to provide the reader with guidance for analyzing split-plot experiments in practice. The problem of choosing the number of degrees of freedom for significance tests in the mixed model analysis is discussed as well.Containment method; Data; Design; Experimental design; Factors; Fashion; Generalized least squares; Least-squares; Method of Kenward and Roger; Methods; Model; Ordinary least squares; Residual method; Satterthwaite's method; Split-plot experiment; Squares;

Block designs for experiments with non-normal response

Many experiments measure a response that cannot be adequately described by a linear model withnormally distributed errors and are often run in blocks of homogeneous experimental units. Wedevelop the first methods of obtaining efficient block designs for experiments with an exponentialfamily response described by a marginal model fitted via Generalized Estimating Equations. Thismethodology is appropriate when the blocking factor is a nuisance variable as, for example, occursin industrial experiments. A D-optimality criterion is developed for finding designs robust to thevalues of the marginal model parameters and applied using three strategies: unrestricted algorithmicsearch, use of minimum-support designs, and blocking of an optimal design for the correspondingGeneralized Linear Model. Designs obtained from each strategy are critically compared and shownto be much more efficient than designs that ignore the blocking structure. The designs are comparedfor a range of values of the intra-block working correlation and for exchangeable, autoregressive andnearest neighbor structures. An analysis strategy is developed for a binomial response that allows es-timation from experiments with sparse data, and its efectiveness demonstrated. The design strategiesare motivated and demonstrated through the planning of an experiment from the aeronautics industr